+1,466.8%
VTR vs ECL
+4,213.8%
-2,747.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.7% |
| 7D | +0.2% | +2.9% | -2.7% | -1.3% |
| 30D | +5.5% | +7.5% | -2.0% | +1.4% |
| 3M | -0.9% | +12.2% | -13.2% | -7.0% |
| 6M | -0.4% | +24.6% | -25.0% | -11.9% |
| YTD | +17.0% | +18.8% | -1.7% | +5.6% |
| 1Y | +18.0% | +19.3% | -1.4% | +5.9% |
| 3Y | +127.4% | +78.2% | +49.2% | +61.1% |
| 5Y | +92.3% | +38.8% | +53.5% | +51.9% |
| 10Y | +129.6% | +197.8% | -68.3% | +23.1% |
| All | +1,466.8% | +4,213.8% | -2,747.0% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling